+415.5%
CNQ vs DRI
+353.8%
+61.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.1% | -3.2% | +3.3% | +1.4% |
| 30D | +6.2% | -7.8% | +14.0% | +9.5% |
| 3M | +12.4% | +0.4% | +12.0% | +11.4% |
| 6M | +9.0% | +4.8% | +4.2% | +5.3% |
| YTD | +52.2% | +16.7% | +35.5% | +39.5% |
| 1Y | +65.0% | +1.5% | +63.6% | +59.9% |
| 3Y | +78.8% | +56.3% | +22.6% | +38.6% |
| 5Y | +286.0% | +66.4% | +219.6% | +181.3% |
| All | +415.5% | +353.8% | +61.7% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling